-18.7%
LEN vs Z
-21.1%
+2.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -2.4% |
| 7D | +2.1% | -4.6% | +6.6% | +3.4% |
| 30D | +16.6% | +8.3% | +8.2% | +13.7% |
| 3M | +5.3% | -11.6% | +16.9% | +8.6% |
| 6M | -0.8% | -33.6% | +32.9% | +10.5% |
| YTD | -11.7% | -56.7% | +44.9% | +9.8% |
| 1Y | -24.6% | -59.1% | +34.5% | -4.6% |
| 3Y | -18.7% | -20.4% | +1.7% | -16.1% |
| All | -18.7% | -21.1% | +2.4% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling